AutoARIMA.MaximumARLag Property

AutoARIMAMaximumARLag Property

The maximum AR lag used in the determination of the optimum (s,d) combination of method Compute(int[] arOrders, int[] maOrders).

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

C++

Copy

public int MaximumARLag { get; set; }

Public Property MaximumARLag As Integer
	Get
	Set

public:
property int MaximumARLag {
	int get ();
	void set (int value);
}

member MaximumARLag : int with get, set

Property Value

Type: Int32
A scalar int, the maximum AR lag used in the computation of the optimum (s,d) combination for method Compute(int[] arOrders, int[] maOrders).

Default: MaximumARLag = 10.

Remarks

It is required that the maximum AR lag is greater than zero and smaller than the original series after replacement of potential missing values.

Reference

AutoARIMA Class

Imsl.Stat Namespace